Oslo Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.35% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0601 | 18.54 | |
| 0.0479 | 17.56 | |
| 0.8449 | 231.74 | |
| 0.1341 | 18.28 |
Estimation Period:
Jan 1, 1990 to May 30, 2025
Jan 1, 1990 to May 30, 2025
News Impact Curve
Volatility Forecasts
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